-36.5%
SWKS vs SFM
+116.0%
-152.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +9.4% | +6.0% | +3.4% | +8.7% |
| 30D | +17.0% | -19.5% | +36.4% | +19.2% |
| 3M | +28.9% | -37.0% | +66.0% | +35.5% |
| 6M | +33.1% | -41.0% | +74.2% | +40.8% |
| YTD | +44.8% | -34.6% | +79.4% | +49.6% |
| 1Y | +36.2% | -36.3% | +72.5% | +41.2% |
| 3Y | +11.5% | +24.5% | -13.0% | +0.1% |
| All | -36.5% | +116.0% | -152.5% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling